Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47696.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46302.02 Kr¶

PnL: ---------------------------------------> -586.55 Kr¶

DD now: ---------------------------------> -1.919 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:22:26.423693'

Anic Portfolio¶

This Week¶

Return: 0.312 %¶

Total¶

Return: 56.097 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.490000 3140.800000 169.800000 5.720000 2971.000006
Corem Property Group B 59 -5.330000 650.180000 73.180000 12.680000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.840000 427.400000 72.400000 20.390000 355.000000
HMS Networks 2 -0.500000 713.600000 40.600000 6.030000 673.000000
Boozt 12 -0.070000 1693.200000 39.200000 2.370000 1653.999996
OEM International B 7 0.890000 553.700000 25.700000 4.870000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -0.180000 544.800000 17.800000 3.380000 527.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
SAAB B 8 1.780000 3390.400000 13.400000 0.400000 3377.000000
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Nordea Bank Abp 29 -0.070000 3466.080000 12.080000 0.350000 3453.999992
Karnov Group 9 -0.820000 547.200000 11.200000 2.090000 536.000004
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -5.160000 256.080000 10.080000 4.100000 246.000000
Essity B 2 -0.070000 582.400000 8.400000 1.460000 574.000000
AcadeMedia 12 -0.170000 563.040000 6.040000 1.080000 557.000004
Midsona B 63 -3.410000 588.420000 5.420000 0.930000 582.999984
Resurs Holding 22 -1.800000 575.300000 1.300000 0.230000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -0.960000 544.250000 -1.750000 -0.320000 546.000000
Swedbank A 3 -0.450000 561.300000 -2.700000 -0.480000 564.000000
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.100000 524.810000 -9.190000 -1.720000 533.999999
FM Mattsson Mora Group B 50 -2.860000 2885.000000 -42.000000 -1.430000 2927.000000
Sampo Oyj SDB 7 0.180000 3801.000000 -49.000000 -1.270000 3850.000000
International Petroleum Corp. 5 1.590000 543.500000 -51.070000 -8.590000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 0.290000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -0.300000 1498.500000 -165.500000 -9.950000 1663.999992
Fasadgruppen Group 35 0.820000 3458.000000 -353.000000 -9.260000 3810.999990
Ovzon 52 -5.010000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46286.730000 -601.840000 -1.94997% 46888.564618

Updated:¶

'2023-01-17 15:21:16.807360'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶